Purpose - This study empirically investigates whether the risk property included in fat-tails of return distributions is systematic or unsystematic based on the devised statistical methods. Design/methodology/approach - This study devised empirical designs based on two traditional methods: principal component analysis (PCA) and the testing method of portfolio diversification effect. The fatness of the tails in return distributions is quantitatively measured by statistical probability. Findings - According to the results, the risk property in the fat-tails of return distributions has the economic meanings of eigenvalues having a value greater than 1 through PCA, and also systematic risk that cannot be removed through portfolio diversification. In other words, the fat-tails of return distributions have the properties of the common factors, which may explain the changes of stock returns. Meanwhile, the fatness of the tails in the portfolio return distributions shows the asymmetric relationship of common factors on the tails of return distributions. The negative tail in the portfolio return distribution has a much closer relation with the property of common factors, compared to the positive tail. Research implications or Originality - This empirical evidence may complement the existing studies related to tail risk which is utilized in pricing models as a common factor.
Kim, Youngok;Lee, Soon-Young;Kim, Seon-Woo;Kim, Kyung-Hee
Journal of Community Nutrition
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제2권2호
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pp.129-134
/
2000
The purpose of the present study is to evaluate the validity of the BMI as an indicator of obesity for Koreans. The usefulness of the BMI to represent overweight and obesity was evaluated by measuring the relative validity of sensitivity and specificity, and was compared with the validity of triceps skinfold thickness(mm). To measure the relative validity of the BMI and triceps skinfold thickness, body fat(%) was used as a reference measure of obesity. The study population included 844 participants aged 20-69 years who resided in Kuri City in Kyunggi province. Participants were measured regarding weight, height, triceps skinfold thickness and body fat. The prevalence of obesity for male subjects was 32.0%, 66.2%, and 0.9%, and for female subjects, 17.6%, 56.1%, 12.4% based on the BMI, triceps skinfold thickness, and body fat(%) respectively. The prevalence of obesity was higher based on the BMI or triceps skinfold thickness than body fat measurement. The sensitivity and specificity of the BMI were 33.3% and 67.9% in male subjects and 77.7% and 90.8% in female subjects. Sensitivity of the BMI was lower, and specificity was higher than those of triceps skinfold thickness. In summary, BMI as an indicator of obesity for Korean showed a tendency of overestimation of obesity prevalence. Therefore, there is a need to develop a more reliable obesity index other than the BMI for Koreans.
Trans fat is a unsaturated fatty acid with trans configuration and separated double bonds. Analytical methods have been introduced to analyze trans fat content in foods including infrared (IR) spectroscopy, gas chromatography (GC), Fourier transform-infrared (FT-IR) spectroscopy, reverses-phase silver ion high performance liquid chromatography, and silver nitrate thin layer chromatography. Currently, FT-IR spectroscopy and GC are mostly used methods. Trans fat content in 6 vegetable oils were analyzed and processing effects including baking, stir-frying, pan-frying, and frying on the formation of trans fat in corn oil was evaluated by GC. Among tested vegetable oils, corn oil has 0.25 g trans fat/100 g, whereas other oils including rapeseed, soybean, olive, perilla, and sesame oils did not have detectable amount of trans fat content. Among cooking methods, stir-frying increased trans fat in corn oil whereas baking, pan-frying, and frying procedures did not make changes in trans fat content compared to untreated corn oils. However, the trans fat content was so low and food label can be declared as '0' trans based on the regulation of Ministry of Food ad Drug Safety (MFDS) (< 2 g/100 g edible oil).
The purpose of this study was to make clear reduction ratio due to the stretch ratio and to find out the ease for the patterns of stretch skirt according to fat body type to improve the aesthetics and wearing satisfaction. For this study, three college students were selected according to the fat body types; According to fat body types, 15 experimental skirt which were different each other in terms of the amount of ease on wait and hip, were made for the appearance test and wearing satisfaction test. The results from the study were as follows: 1. The results from the appearance test were as follows. For the ease on waist, W+2cm and W+0cm for fat body type were suggested for the best fit. For the ease on hip, H+2cm and H+0cm for fat body type were suggested for the best fit. 2. The results from wearing satisfaction test were as follows. W+2cm, H+2cm for fat body type were suggested for the best wearing satisfaction. 3. Based on the results from the above tests, the pattern reduction ratios for stretch skirt were as follows. pattern reduction ratio 0∼2.4% of waist, 1.9∼3.8% of hip for fat body type, were suggested for the appropriate reduction ratio for stretch skirt. 4. The result from this study for stretch skirt was as follows. For fat body type, W+2cm, W+0cm for waist and H+2cm, H+0cm for hip were appropriate for stretch skirt pattern. Therefore, different ease has to be applied to stretch skirt pattern according to the body parts, to make the skirt looks good, is appropriate for fat body type, and is satisfied with appearance and wearing satisfaction test.
Fat reduction in the formulation of cheese emulsion causes problems in its flowability and functional characteristics during spray-dried cheese powder production. In order to eliminate these problems, the potential of using microparticulated whey protein (MWP) in cheese emulsions was examined in this study. Reduced-fat white-brined cheese emulsions (RF) with different dry-matters (DM) (15%, 20%, and 25% excluding emulsifying salt) were produced using various MWP concentrations (0%-20% based on cheese DM of emulsion). Their key characteristics were compared to full-fat cheese emulsion (FF). MWP addition had no influence on prevention of the phase separation observed in the instable group (RF 15). The most notable effect of using MWP was a reduction in apparent viscosity of RF which significantly increased by fat reduction. Moreover, increasing the amount of MWP led to a decrease in the values of consistency index and an increase in the values of flow behavior index. On the other hand, using high amounts of MWP made the emulsion more liquid-like compared to full-fat counterpart. MWP utilization also resulted in similar lightness and yellowness parameters in RF as their full-fat counterparts. MWP in RF increased glossiness and flowability scores, while decreased mouth coating scores in sensory analyses. Fat reduction caused a more compact network, while a porous structure similar to FF was observed with MWP addition to RF. In conclusion, MWP showed a good potential for formulation of reduced-fat cheese emulsions with rheological and sensorial characteristics suitable to be used as the feeding liquid in the spray drying process.
The purpose of this study was to compare nutrient intakes and blood lipids according to the obesity index of middle aged men. Subjects were assigned to one of the following groups based on percentage of body fat (%Fat),; normal weight (10-20% fat), overweight (20-25% fat) and obesity (over 25% fat). Nutrient intakes were evaluated based on questionnaires and 24 hour recall method and blood lipids were analyzed by blood analyzer. The results were as follows: 1) Nutrient intakes were that carbohydrate intake rate in obesity group was lower than normal group and lipids intake rate in obesity group was higher than normal group. The intake of riboflavin and folic acid were differ normal and obesity group (p < 0.05), and normal group ingested under recommended intake. 2) Total-cholesterol, LDL-cholesterol and blood pressure in obesity group were higher than normal group but the differences were not significant. The attack rate of coronary heart disease and blood glucose in obesity group is higher than normal group (p < 0.05). 3) The correlation of anthropometric measurements, blood lipid, blood glucose and blood pressure had significant results. Soft lean mass was associated BMI (p < 0.01), TC (p < 0.05), HDL (p < 0.05), LDL (p < 0.05) and SBP (p < 0.05). TG was associated TC (p < 0.05), HDL (p < 0.01), VLDL (p < 0.001) and Risk (p < 0.01). TC was associated LDL (p < 0.01) and Risk (p < 0.01). Blood glucose was associated TC (p < 0.05), LDL (p < 0.05), SBP (p < 0.05) and DBP (p < 0.05). These results suggest that reduction of body weight for the attack risk of obesity group in coronary heart disease.
Inulin is a non-digestible carbohydrate and a prebiotic that can also act as a fat replacer in various foods. This study examined the effect of replacing vegetable oil with garlic inulin on the quality traits of chicken sausages. Water-based inulin gels were prepared using garlic inulin or commercial inulin to imitate fats in chicken sausages. Chicken sausages were prepared separately replacing vegetable oil with water-based inulin gels to reach final inulin percentages of 1, 2, and 3 (w/w). The control was prepared using 3% (w/w) vegetable oil with no inulin. The physicochemical properties and thiobarbituric acid reactive substance (TBARS) value of prepared sausages were analyzed over 28-d frozen storage. Sausages with 2% garlic inulin recorded higher flavour and overall acceptability scores (p<0.05). Ash, moisture, and protein contents of the sausages were increased with increasing levels of inulin while fat content was reduced from 13.67% (control) to 4.47%-4.85% (p<0.05) in 3% inulin-incorporated products. Sausages incorporated with 2% inulin had lower lightness (L*) values than the control (p<0.05). Water holding capacity (WHC) was similar (p>0.05) among the samples. During storage L* value, pH, and WHC decreased while redness (a*) and yellowness (b*) values increased in all the samples. In addition, TBARS values were increased during the storage in all samples within the acceptable limits. In conclusion, garlic inulin can be used successfully as a fat substitute in sausages without altering meat quality parameters.
The purpose of this paper is to determine the percentage of body fat by measurement of skin-fold thickness of the triceps and the subscapular area to investigate the relationship between the daily energy intake and expenditure among obese women and nonobese women based on the percentage of body fat and age. This survey included 422 females in Cheju. 1) The age distribution of the 422 females surveyed was : 26.8% were in their 20's, 20.6% in their 30's, 21.3% in their 40's, 19.0% in their 50's and 12.3% were above 60 years of age. The 422 females consisted consisted of 78% housewives, 12.8% college student and 9.2% single working women. 2) The average height and weight of the surveyed women were respecitively 159.0$\pm$4.2cm and 56.0$\pm$7.2kg, the percentage of body fat of the surveyed women was 24.8$\pm$9.8%, and the BMI of those surveyed was 22.7$\pm$2.7. If higher than 30% body fat was defined as being obese, 15.6% of the surveyed women were assessed to be obese. 3) Total daily food consumption and energy intake of the group of women aged 60 and older was significantly small. Food consumption and nutrient intake of obese women was greater than that of the nonobese group, but not significant. Carbohydrate intake of the obese group in their 40's was significantly higher than the nonobese group. Total food consumption, energy and carbohydrate intake of the obese group in their 50's was significantly higher than the nonobese group. Vegetable intake of the obese group in their 60's and older was significantly higher than the nonobese group. 4) The total time of physiological activity of women aged 60 and older was significantly higher than for the other age groups and the total work time was significantly lower. The total work time of women in their 20's was not lower than the other groups. Considering the low energy expenditure of physical activity for women in their 20's, they appeared to have light activity. However, there was not a significant difference in the physical activity time among middle aged women groups(from 30 to 50). The entire energy expenditure of the obese group was greater than the nonobese group. However, the energy expenditure per body weight in the obese group was significantly less than that of the nonobese group in terms of the basal metabolic rate in consideration of the fat free mass. 5) There was a positive correlation between the percentage of body fat and the factors of age, sleeping time, total time of physiological activity, housework time, time spent watching TV, energy expenditure, energy intake, carbohydrate and cereal consumption. On the other hand, the percentage of body fat was negatively correlated with energy expenditure per body weight based on the basal metabolic rate in consideration of the free mass.
Hyo Jung Park;Yongbin Shin;Jisuk Park;Hyosang Kim;In Seob Lee;Dong-Woo Seo;Jimi Huh;Tae Young Lee;TaeYong Park;Jeongjin Lee;Kyung Won Kim
Korean Journal of Radiology
/
제21권1호
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pp.88-100
/
2020
Objective: We aimed to develop and validate a deep learning system for fully automated segmentation of abdominal muscle and fat areas on computed tomography (CT) images. Materials and Methods: A fully convolutional network-based segmentation system was developed using a training dataset of 883 CT scans from 467 subjects. Axial CT images obtained at the inferior endplate level of the 3rd lumbar vertebra were used for the analysis. Manually drawn segmentation maps of the skeletal muscle, visceral fat, and subcutaneous fat were created to serve as ground truth data. The performance of the fully convolutional network-based segmentation system was evaluated using the Dice similarity coefficient and cross-sectional area error, for both a separate internal validation dataset (426 CT scans from 308 subjects) and an external validation dataset (171 CT scans from 171 subjects from two outside hospitals). Results: The mean Dice similarity coefficients for muscle, subcutaneous fat, and visceral fat were high for both the internal (0.96, 0.97, and 0.97, respectively) and external (0.97, 0.97, and 0.97, respectively) validation datasets, while the mean cross-sectional area errors for muscle, subcutaneous fat, and visceral fat were low for both internal (2.1%, 3.8%, and 1.8%, respectively) and external (2.7%, 4.6%, and 2.3%, respectively) validation datasets. Conclusion: The fully convolutional network-based segmentation system exhibited high performance and accuracy in the automatic segmentation of abdominal muscle and fat on CT images.
Physicochemical properties and storage stability of plant-based alternative meat prepared with low-fat soybean powder (LPAM) treated by supercritical-CO2 and those of full-fat soybean powder (FPAM) were compared. Ash and crude protein contents were higher in LPAM than in FRAM. Water absorption capacity and oil absorption capacity were significantly higher in LPAM than in FPAM. Water binding capacity was higher in LPAM than in FPAM during a 20 days storage period at 5℃ and pH was significantly lower in LPAM than in FPAM after a 5~10 days storage period. Hardness, gumminess and chewiness significantly increased with the increase in the storage period, and the three were significantly higher in LPAM than in FPAM after 10 days and 20 days of storage. The acid value showed no remarkable difference according to the storage period in LPAM; however, it was significantly higher in FPAM than in LPAM after 20 days of storage. The peroxide value and TBA value were significantly increased according to the storage period, and were significantly lower iin LPAM than in FPAM during all the storage periods. Therefore, the use of low-fat soybean powder may be effective in improving oxidative stability during storage in the production of plant-based alternative meat.
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